+2,408.8%
UL vs IONS
+440.4%
+1,968.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.3% | -4.8% | +3.5% | -1.1% |
| 30D | +0.5% | +7.2% | -6.7% | +0.1% |
| 3M | +17.6% | -22.7% | +40.3% | +18.8% |
| 6M | -5.4% | -26.9% | +21.5% | -4.2% |
| YTD | +0.7% | -26.6% | +27.3% | +1.9% |
| 1Y | -9.3% | -2.1% | -7.1% | -9.5% |
| 3Y | +24.5% | +43.4% | -18.9% | +20.8% |
| 5Y | +23.2% | +47.0% | -23.8% | +18.6% |
| 10Y | +64.5% | +97.2% | -32.7% | +53.2% |
| All | +2,408.8% | +440.4% | +1,968.4% | +1,872.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling